We propose a novel risk measure that is built on comparing high-frequency time-varying
volatility and low-frequency return spillover estimates. This measure permits to identify the …

The complex problem of risk factors has greatly increased globally due to the quick ever-
changing digital era. The development of suitable techniques for facilitating the performance …

In recent years, scholars in accounting and finance have shown a growing interest in
employing machine learning for academic research. This study combines bibliographic …

A pandemia causada pela COVID-19 impactou pessoas e organizações, inclusive do
Terceiro Setor, que se viram com maior procura para minimizar os efeitos sociais e …

The global economy is characterized by cyclical fluctuations, often leading to periods of
economic crises. The COVID-19 pandemic, which began in December 2019 in Wuhan …

Все больше часто встречающиеся экономические спады в мировой экономике,
проблемы в странах чьи экономики направлены на экспорт сырья, быстрый рост в …